An Introduction to High-Frequency Finance
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Provides a framework for the analysis, modelling, and inference of high-frequency financial time series. Emphasizing foreign exchange markets, currency, interest rate and bond futures markets, it investigates price formation processes and reviews systematic trading models for financial assets.
| Autor: | Gencay, Ramazan; Dacorogna, Michel; Muller, Ulrich A.; Olsen, Richard; Pictet, Olivier |
| Nakladatel: | Elsevier Science Publishing Co Inc |
| ISBN: | 9780122796715 |
| Rok vydání: | 2001 |
| Jazyk : | Angličtina |
| Vazba: | Hardback |
| Počet stran: | 383 |
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